+20.6%
KMB vs INVH
+79.7%
-59.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.7% | -3.1% | +0.4% | -1.9% |
| 30D | -5.0% | -7.1% | +2.1% | -3.1% |
| 3M | +6.6% | -3.0% | +9.5% | +7.5% |
| 6M | +1.0% | +10.1% | -9.1% | -1.6% |
| YTD | +6.0% | +3.8% | +2.1% | +4.7% |
| 1Y | -16.6% | -2.1% | -14.5% | -16.4% |
| 3Y | -8.6% | -7.0% | -1.6% | -8.0% |
| 5Y | -10.9% | -20.6% | +9.7% | -7.6% |
| All | +20.6% | +79.7% | -59.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling